+310.1%
COP vs URA
+289.1%
+21.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.3% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | +1.1% | -14.8% | +15.9% | +5.9% |
| 3M | +10.9% | -25.3% | +36.2% | +20.2% |
| 6M | +20.8% | -39.9% | +60.7% | +38.6% |
| YTD | +48.0% | -22.4% | +70.5% | +49.4% |
| 1Y | +58.5% | -29.0% | +87.5% | +64.3% |
| 3Y | +28.1% | +41.0% | -12.8% | -10.2% |
| 5Y | +120.5% | +38.3% | +82.1% | +47.9% |
| 10Y | +310.1% | +276.1% | +34.1% | +37.7% |
| All | +310.1% | +289.1% | +21.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling